How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

PandaWarrior 

How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

I have done some research on this as well and honestly there is no easy way to calculate SR within Ninja Trader.

The two ways I have come up with is:

• Using Arrays within Ninja Trader to calculate SR over a certain number of trades or time frame. The standard deviation is bulit into NT and NT uses a Risk Free rate of zero. (See link). So I am assuming it could be done. How NT calculate the Sharpe Ratio? - NinjaTrader Support Forum
• Use a database or excel externally to calculate SR over a certain number of trades or time frame and then re-import back into NT. obviously this would need to be done in real time to be useful.

I have been messing around with the SQL database option just because I like database's. However, I dont have a working model yet.

Here are some other useful links:

Calculate the Sharpe Ratio with Excel
Sharpe ratio - Wikipedia, the free encyclopedia

SD

PandaWarrior 

How do I make ninja calculate a sharpe ratio? I found some programming stuff in the help files but I am not a programmer and do not use back testing. I want it to display the ratio in the results tab after a series of trades. Seems there should be a simple way to do this but after much searching, I cannot figure it out.

Where does NinjaTrader have a "results tab"?

If you have excuted a series of trades, you can select the "Account Performance" tab of the control center, and it shows the Sharpe Ratio of that series of trades.

Fat Tails 

Where does NinjaTrader have a "results tab"? If you have excuted a series of trades, you can select the "Account Performance" tab of the control center, and it shows the Sharpe Ratio of that series of trades.

Account performance is what I meant...but i've never had NT display anything other than 1

PandaWarrior 

Account performance is what I meant...but i've never had NT display anything other than 1

The Sharpe Ratio is based on monthly returns. If you have less than one month of data, you cannot calculate a Sharpe Ratio.

Does anyone know if theres another way to change the ratios displayed within the results tab, kind of like a settings or options function within NT, to look at other metrics besides Sharpe